My wife and I (well she is going to be the one carrying it) are in search of the exact same thing.
I bought a couple boxes of defense ammo including the Hornady FTX, CorBon and Federal JHP yesterday, along with a case of FMJ. This was after my wife decided on going with a Sig P238. She bought a PT-709 a couple of weeks ago and it is on it's second trip down to Taurus to repair a failure to eject (even 124gr Speer).
She lost confidence in the Taurus so we started a new search for a gun and she liked the feel of the Sig P238 (she has small hands). We are going to do some function testing tonight but should be shooting some of the defense rounds by the end of the week. I will try and remember to post pic's of the rounds fired through jean material and water jugs. We may end up going with FMJ for defense but if we can get at least 4 water jugs worth of penetration out of the JHP and it feeds without a failure that is what she will use.
Is the .380 my first choice for her to carry? No, but I want her to be able to handle what she is shooting and the only ones that she could easily rack the slide on were the Taurus, Kahr, Kel-Tec and Sig. She didn't care for the trigger on either the Kahr or Kel-Tec so now we are left with the Sig.
For those who would recomend a revolver, that is what she has in the nightstand. She wanted to move to a semi for a carry gun. Once we find an acceptable preforming defense round and get the shake down done I think she will be happy with the Sig in .380. As long as she shoots it a couple times per month I will be O.K. with her choice.
Please post any results you come up with on your end and I will post whatever I come up with here.